I'm looking at booking some flights from LON to LSI (Sumburgh in the Shetland Isles).
ITA Matrix is giving me two options - either book two singles with BA to/from GLA, followed by a return with BE; or the same flights but with the BE legs as a BA codeshare. The codeshare option costs £30 more.

Assuming I can get a friendly travel agent to sell me the BA/BE option on the one ticket: will I still be able to get our bags interlined? Will I get much sympathy in the event of a misconnect? When BE publish their winter schedules and mess up our plans entirely, will I have trouble rearranging the flights?

basically, how much extra peace of mind will spending an extra £30 to book on ba.com get me?

(I can live with missing out on the Avios and TPs)